How is the normal direction determined when I use "Make Edge/Face"?
If you create faces connecting to existing faces, they will be used to calculate the direction. Otherwise the direction is undefined at the moment.

If you have a file that you think is making faces pointing the wrong way, I'd be interested to know, however this is more of a bug report.

The possibility of making faces that point towards the view for example, or as you suggest, using the selection order is interesting and may be added but currently isn't supported.